Class HistoricalRatesAnalysis

Historical rate analysis class

Hierarchy

HistoricalRatesAnalysis

Index

Constructors

constructor

Properties

Methods

Constructors

constructor

new HistoricalRatesAnalysis(statistics: SequenceStatistics, startDate: Date, endDate: Date, step: Period, indexes: InterestRateIndex[]): HistoricalRatesAnalysis

- Defined in ql/models/marketmodels/historicalratesanalysis.ts:66
Parameters
- statistics: SequenceStatistics
- startDate: Date
- endDate: Date
- step: Period
- indexes: InterestRateIndex[]
Returns HistoricalRatesAnalysis

Properties

Private _skippedDates

_skippedDates: Date[]

Private _skippedDatesErrorMessage

_skippedDatesErrorMessage: string[]

Private _stats

_stats: SequenceStatistics

Methods

skippedDates

skippedDates(): Date[]

- Defined in ql/models/marketmodels/historicalratesanalysis.ts:76
Returns Date[]

skippedDatesErrorMessage

skippedDatesErrorMessage(): string[]

- Defined in ql/models/marketmodels/historicalratesanalysis.ts:79
Returns string[]

stats

stats(): SequenceStatistics

- Defined in ql/models/marketmodels/historicalratesanalysis.ts:82
Returns SequenceStatistics